Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 0.212849 0.228523 0.245266 0.264567 0.286303 0.310148 0.338453
2026-02-01 0.186743 0.206315 0.228187 0.254674 0.286196 0.322927 0.369596
2026-02-08 0.171184 0.193222 0.218710 0.250789 0.290711 0.339647 0.405637
2026-02-15 0.163980 0.188671 0.218126 0.256551 0.306453 0.370753 0.462933
2026-02-22 0.154937 0.180892 0.212603 0.255155 0.312354 0.389183 0.505298
2026-03-01 0.146824 0.173514 0.206783 0.252511 0.315847 0.404132 0.544221
2026-03-08 0.138913 0.165788 0.199838 0.247582 0.315400 0.412998 0.574705
2026-03-15 0.132481 0.159527 0.194309 0.243983 0.316232 0.423431 0.608758
2026-03-22 0.129501 0.157544 0.194235 0.247775 0.327873 0.451215 0.676126
2026-03-29 0.128533 0.158109 0.197537 0.256459 0.347454 0.493720 0.778049
2026-04-05 0.124032 0.153642 0.193587 0.254200 0.349767 0.507848 0.829025
2026-04-12 0.121284 0.151416 0.192613 0.256222 0.358938 0.534666 0.911345
2026-04-19 0.115569 0.144978 0.185522 0.248807 0.352556 0.533944 0.936798
2026-04-26 0.110063 0.138625 0.178273 0.240726 0.344431 0.529142 0.952307
2026-05-03 0.106374 0.134686 0.174347 0.237581 0.344398 0.539518 1.006252
2026-05-10 0.105367 0.134490 0.175863 0.243079 0.359732 0.581647 1.152079
2026-05-17 0.102628 0.131686 0.173349 0.241885 0.363012 0.599957 1.241155
2026-05-24 0.099756 0.128578 0.170229 0.239489 0.363854 0.613227 1.320559
2026-05-31 0.096517 0.124824 0.165974 0.234961 0.360345 0.616621 1.371200
2026-06-07 0.093763 0.121694 0.162553 0.231647 0.358864 0.624336 1.439096
2026-06-14 0.092808 0.121184 0.163139 0.235151 0.370757 0.664305 1.636434
2026-06-21 0.092927 0.122267 0.166239 0.243161 0.392320 0.731412 1.981941
2026-06-28 0.090777 0.119853 0.163699 0.241080 0.393196 0.747209 2.125394